CME Japanese Yen Future December 2017
| Trading Metrics calculated at close of trading on 25-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2017 |
25-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8928 |
0.8950 |
0.0023 |
0.3% |
0.9034 |
| High |
0.8991 |
0.9007 |
0.0016 |
0.2% |
0.9046 |
| Low |
0.8919 |
0.8921 |
0.0003 |
0.0% |
0.8906 |
| Close |
0.8959 |
0.8996 |
0.0037 |
0.4% |
0.8959 |
| Range |
0.0072 |
0.0086 |
0.0014 |
18.8% |
0.0141 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
0.2% |
0.0000 |
| Volume |
171,707 |
200,941 |
29,234 |
17.0% |
854,970 |
|
| Daily Pivots for day following 25-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9231 |
0.9199 |
0.9043 |
|
| R3 |
0.9145 |
0.9113 |
0.9019 |
|
| R2 |
0.9060 |
0.9060 |
0.9011 |
|
| R1 |
0.9028 |
0.9028 |
0.9003 |
0.9044 |
| PP |
0.8974 |
0.8974 |
0.8974 |
0.8982 |
| S1 |
0.8942 |
0.8942 |
0.8988 |
0.8958 |
| S2 |
0.8889 |
0.8889 |
0.8980 |
|
| S3 |
0.8803 |
0.8857 |
0.8972 |
|
| S4 |
0.8718 |
0.8771 |
0.8948 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9392 |
0.9316 |
0.9036 |
|
| R3 |
0.9251 |
0.9175 |
0.8997 |
|
| R2 |
0.9111 |
0.9111 |
0.8984 |
|
| R1 |
0.9035 |
0.9035 |
0.8971 |
0.9002 |
| PP |
0.8970 |
0.8970 |
0.8970 |
0.8954 |
| S1 |
0.8894 |
0.8894 |
0.8946 |
0.8862 |
| S2 |
0.8830 |
0.8830 |
0.8933 |
|
| S3 |
0.8689 |
0.8754 |
0.8920 |
|
| S4 |
0.8549 |
0.8613 |
0.8881 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9038 |
0.8906 |
0.0133 |
1.5% |
0.0075 |
0.8% |
68% |
False |
False |
185,695 |
| 10 |
0.9194 |
0.8906 |
0.0289 |
3.2% |
0.0081 |
0.9% |
31% |
False |
False |
157,388 |
| 20 |
0.9360 |
0.8906 |
0.0454 |
5.0% |
0.0085 |
0.9% |
20% |
False |
False |
82,063 |
| 40 |
0.9360 |
0.8906 |
0.0454 |
5.0% |
0.0075 |
0.8% |
20% |
False |
False |
41,353 |
| 60 |
0.9360 |
0.8800 |
0.0560 |
6.2% |
0.0073 |
0.8% |
35% |
False |
False |
27,620 |
| 80 |
0.9360 |
0.8800 |
0.0560 |
6.2% |
0.0069 |
0.8% |
35% |
False |
False |
20,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9370 |
|
2.618 |
0.9230 |
|
1.618 |
0.9145 |
|
1.000 |
0.9092 |
|
0.618 |
0.9059 |
|
HIGH |
0.9007 |
|
0.618 |
0.8974 |
|
0.500 |
0.8964 |
|
0.382 |
0.8954 |
|
LOW |
0.8921 |
|
0.618 |
0.8868 |
|
1.000 |
0.8836 |
|
1.618 |
0.8783 |
|
2.618 |
0.8697 |
|
4.250 |
0.8558 |
|
|
| Fisher Pivots for day following 25-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8985 |
0.8982 |
| PP |
0.8974 |
0.8969 |
| S1 |
0.8964 |
0.8956 |
|